K.W.
For my husband's first Father's Day (our daughter was due on Father's Day but she missed it), I bought a children's book that I knew he'd love to read to her and wrote a note from her, "I look forward to many hours of reading together. Perhaps we can start with this."
This worked for our family because we read together often. However, if you guys are into sports perhaps you could give him a ball for him to play with with the baby.